Skip to main content
Log in

Transmutation techniques and observability for time-discrete approximation schemes of conservative systems

  • Published:
Numerische Mathematik Aims and scope Submit manuscript

Abstract

In this article, we consider abstract linear conservative systems and their time-discrete counterparts. Our main result is a representation formula expressing solutions of the continuous model through the solution of the corresponding time-discrete one. As an application, we show how observability properties for the time continuous model yield uniform (with respect to the time-step) observability results for its time-discrete approximation counterparts, provided the initial data are suitably filtered. The main output of this approach is the estimate on the time under which we can guarantee uniform observability for the time-discrete models. Besides, using a reverse representation formula, we also prove that this estimate on the time of uniform observability for the time-discrete models is sharp. We then conclude with some general comments and open problems.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. Alves, C., Silvestre, A.L., Takahashi, T., Tucsnak, M.: Solving inverse source problems using observability. Applications to the Euler-Bernoulli plate equation. SIAM J. Control Optim. 48(3), 1632–1659 (2009)

    Article  MATH  MathSciNet  Google Scholar 

  2. Bardos, C., Lebeau, G., Rauch, J.: Un exemple d’utilisation des notions de propagation pour le contrôle et la stabilisation de problèmes hyperboliques. Rend. Sem. Mat. Univ. Politec. Torino, (Special Issue):11–31, 1988. Nonlinear hyperbolic equations in applied sciences (1989)

  3. Burq, N., Gérard, P.: Condition nécessaire et suffisante pour la contrôlabilité exacte des ondes. C. R. Acad. Sci. Paris Sér. I Math. 325(7), 749–752 (1997)

    Article  MATH  Google Scholar 

  4. Burq, N., Zworski, M.: Geometric control in the presence of a black box. J. Am. Math. Soc. 17(2), 443–471 (2004). (electronic)

    Article  MATH  MathSciNet  Google Scholar 

  5. Castro, C., Micu, S.: Boundary controllability of a linear semi-discrete 1-d wave equation derived from a mixed finite element method. Numer. Math. 102(3), 413–462 (2006)

    Article  MATH  MathSciNet  Google Scholar 

  6. Castro, C., Micu, S., Münch, A.: Numerical approximation of the boundary control for the wave equation with mixed finite elements in a square. IMA J. Numer. Anal. 28(1), 186–214 (2008)

    Article  MATH  MathSciNet  Google Scholar 

  7. Coron, J.-M., Guerrero, S.: Singular optimal control: a linear 1-D parabolic-hyperbolic example. Asymptot. Anal. 44(3–4), 237–257 (2005)

    MATH  MathSciNet  Google Scholar 

  8. Dáger, R., Zuazua, E.: Wave propagation, observation and control in \(1\text{- }d\) flexible multi-structures. volume 50 of Mathématiques & Applications (Berlin). Springer, Berlin (2006)

    Google Scholar 

  9. Dolecki, S., Russell, D.L.: A general theory of observation and control. SIAM J. Control Optim. 15, 185–220 (1977)

    Article  MATH  MathSciNet  Google Scholar 

  10. Ervedoza, S.: Spectral conditions for admissibility and observability of wave systems: applications to finite element schemes. Numer. Math. 113(3), 377–415 (2009)

    Article  MATH  MathSciNet  Google Scholar 

  11. Ervedoza, S.: Observability in arbitrary small time for discrete approximations of conservative systems. In: Some problems on nonlinear hyperbolic equations and applications, vol 15 of Ser. Contemp. Appl. Math. CAM, pp. 283–309. Higher Ed. Press, Beijing (2010)

  12. Ervedoza, S.: Admissibility and observability for Schrödinger systems: applications to finite element approximation schemes. Asymptot. Anal. 71(1–2), 1–32 (2011)

    MATH  MathSciNet  Google Scholar 

  13. Ervedoza, S., Zheng, C., Zuazua, E.: On the observability of time-discrete conservative linear systems. J. Funct. Anal. 254(12), 3037–3078 (2008)

    Article  MATH  MathSciNet  Google Scholar 

  14. Ervedoza, S., Zuazua, E.: Sharp observability estimates for heat equations. Arch. Ration. Mech. Anal. 202(3), 975–1017 (2011)

    Article  MATH  MathSciNet  Google Scholar 

  15. Ervedoza, S., Zuazua, E.: The wave equation: control and numerics. In: Cannarsa, P.M., Coron, J.M. (eds.) Control of partial differential equations, lecture notes in mathematics, CIME Subseries. Springer (2011)

  16. Glass, O.: A complex-analytic approach to the problem of uniform controllability of a transport equation in the vanishing viscosity limit. J. Funct. Anal. 258(3), 852–868 (2010)

    Article  MATH  MathSciNet  Google Scholar 

  17. Hairer, E., Nørsett, S.P., Wanner, G.: Solving ordinary differential equations. I, vol 8 of Springer Series in Computational Mathematics. Springer, Berlin (1987) (Nonstiff problems)

  18. Haraux, A.: Séries lacunaires et contrôle semi-interne des vibrations d’une plaque rectangulaire. J. Math. Pures Appl. (9), 68(4), 457–465 (1990) 1989

  19. Infante, J.A., Zuazua, E.: Boundary observability for the space semi discretizations of the 1-d wave equation. Math. Model. Num. Ann. 33, 407–438 (1999)

    Article  MATH  MathSciNet  Google Scholar 

  20. Ingham, A.E.: Some trigonometrical inequalities with applications to the theory of series. Math. Z. 41(1), 367–379 (1936)

    Article  MathSciNet  Google Scholar 

  21. Kannai, Y.: Off diagonal short time asymptotics for fundamental solutions of diffusion equations. Commun. Partial Differ. Equ. 2(8), 781–830 (1977)

    Article  MathSciNet  Google Scholar 

  22. Kannai, Y.: A hyperbolic approach to elliptic and parabolic singular perturbation problems. J. Anal. Math. 59, 75–87 (1992). Festschrift on the occasion of the 70th birthday of Shmuel Agmon

    Article  MATH  MathSciNet  Google Scholar 

  23. Komornik, V., Loreti, P.: Semi-discrete Ingham-type inequalities. Appl. Math. Optim. 55(2), 203–218 (2007)

    Article  MATH  MathSciNet  Google Scholar 

  24. Lang, S.: Introduction to diophantine approximations. Addison-Wesley Publishing Co., Reading, Mass.-London-Don Mills, Ont. (1966)

  25. Lebeau, G.: Contrôle analytique. I. Estimations a priori. Duke Math. J. 68(1), 1–30 (1992)

    Article  MATH  MathSciNet  Google Scholar 

  26. Lions, J.-L.: Contrôlabilité exacte, stabilisation et perturbations de systèmes distribués. Tome 1. Contrôlabilité exacte, volume RMA 8. Masson (1988)

  27. Lissy, P.: A link between the cost of fast controls for the 1-D heat equation and the uniform controllability of a 1-D transport-diffusion equation. C. R. Math. Acad. Sci. Paris 350(11–12), 591–595 (2012)

    Article  MATH  MathSciNet  Google Scholar 

  28. López, A., Zhang, X., Zuazua, E.: Null controllability of the heat equation as singular limit of the exact controllability of dissipative wave equations. J. Math. Pures Appl. (9) 79(8), 741–808 (2000)

  29. Loreti, P., Mehrenberger, M.: An ingham type proof for a two-grid observability theorem. ESAIM COCV 14(3), 604–631 (2008)

    Article  MATH  MathSciNet  Google Scholar 

  30. Mehrenberger, M.: An Ingham type proof for the boundary observability of a \(N-d\) wave equation. C. R. Math. Acad. Sci. Paris 347(1–2), 63–68 (2009)

    Article  MATH  MathSciNet  Google Scholar 

  31. Micu, S., Rovenţa, I.: Uniform controllability of the linear one dimensional Schrödinger equation with vanishing viscosity. ESAIM Control Optim. Calc. Var. 18(1), 277–293 (2012)

    Article  MATH  MathSciNet  Google Scholar 

  32. Miller, L.: Geometric bounds on the growth rate of null-controllability cost for the heat equation in small time. J. Differ. Equ. 204(1), 202–226 (2004)

    Article  MATH  Google Scholar 

  33. Miller, L.: How violent are fast controls for schrödinger and plates vibrations? Arch. Ration. Mech. Anal. 172(3), 429–456 (2004)

    Article  MATH  MathSciNet  Google Scholar 

  34. Miller, L.: Controllability cost of conservative systems: resolvent condition and transmutation. J. Funct. Anal. 218(2), 425–444 (2005)

    Article  MATH  MathSciNet  Google Scholar 

  35. Miller, L.: The control transmutation method and the cost of fast controls. SIAM J. Control Optim. 45(2), 762–772 (2006). (electronic)

    Article  MathSciNet  Google Scholar 

  36. Miller, L.: On exponential observability estimates for the heat semigroup with explicit rates. Atti Accad. Naz. Lincei Cl. Sci. Fis. Mat. Natur. Rend. Lincei (9) Mat. Appl. 17(4), 351–366 (2006)

    Article  MATH  MathSciNet  Google Scholar 

  37. Miller, L.: Resolvent conditions for the control of unitary groups and their approximations. J. Spectr. Theory 2(1), 1–55 (2012)

    Article  MATH  MathSciNet  Google Scholar 

  38. Münch, A., Zuazua, E.: Numerical approximation of null controls for the heat equation through transmutation to appear in inverse problems (2010)

  39. Negreanu, M., Matache, A.-M., Schwab, C.: Wavelet filtering for exact controllability of the wave equation. SIAM J. Sci. Comput. 28(5), 1851–1885 (2006). (electronic)

    Article  MATH  MathSciNet  Google Scholar 

  40. Negreanu, M., Zuazua, E.: Convergence of a multigrid method for the controllability of a 1-d wave equation. C. R. Math. Acad. Sci. Paris 338(5), 413–418 (2004)

    Article  MATH  MathSciNet  Google Scholar 

  41. Negreanu, M., Zuazua, E.: Discrete Ingham inequalities and applications. SIAM J. Numer. Anal. 44(1), 412–448 (2006). (electronic)

    Article  MATH  MathSciNet  Google Scholar 

  42. Phung, K.-D.: Null controllability of the heat equation as singular limit of the exact controllability of dissipative wave equation under the Bardos-Lebeau-Rauch geometric control condition. Comput. Math. Appl. 44(10–11), 1289–1296 (2002)

    Article  MATH  MathSciNet  Google Scholar 

  43. Phung, K.D.: Waves, damped wave and observation. In Ta-Tsien Li, Yue-Jun Peng, and Bo-Peng Rao (eds.) Some problems on nonlinear hyperbolic equations and applications, Series in Contemporary Applied Mathematics CAM 15 (2010)

  44. Prüss, J.: Evolutionary integral equations and applications, vol 87 of monographs in mathematics. Birkhäuser, Basel (1993)

    Book  Google Scholar 

  45. Ramdani, K., Takahashi, T., Tenenbaum, G., Tucsnak, M.: A spectral approach for the exact observability of infinite-dimensional systems with skew-adjoint generator. J. Funct. Anal. 226(1), 193–229 (2005)

    Article  MATH  MathSciNet  Google Scholar 

  46. Robbiano, L.: Théorème d’unicité adapté au contrôle des solutions des problèmes hyperboliques. Comm. Partial Differ. Equ. 16(4–5), 789–800 (1991)

    Article  MATH  MathSciNet  Google Scholar 

  47. Robbiano, L.: Fonction de coût et contrôle des solutions des équations hyperboliques. Asymptot. Anal. 10(2), 95–115 (1995)

    MATH  MathSciNet  Google Scholar 

  48. Tenenbaum, G., Tucsnak, M.: Fast and strongly localized observation for the Schrödinger equation. Trans. Am. Math. Soc. 361(2), 951–977 (2009)

    Article  MATH  MathSciNet  Google Scholar 

  49. Trèves, F.: Introduction to pseudodifferential and Fourier integral operators, vol. 2. Plenum Press, New York (1980). Fourier integral operators, The University Series in Mathematics

    Book  MATH  Google Scholar 

  50. Tucsnak, M., Weiss, G.: Observation and control for operator semigroups. Birkäuser advanced texts/Basler Lehrbücher. Birkhäuser, Basel (2009)

  51. Zuazua, E.: Propagation, observation, and control of waves approximated by finite difference methods. SIAM Rev. 47(2), 197–243 (2005). (electronic)

    Article  MATH  MathSciNet  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Sylvain Ervedoza.

Additional information

The first author was partially supported by the Agence Nationale de la Recherche (ANR, France), Project CISIFS NT09-437023, and Grant MTM2011-29306 of the MINECO, Spain. Part of this work has been done while he was visiting the BCAM—Basque Center for Applied Mathematics as a Visiting Fellow. The second author was supported by the ERC Advanced Grant FP7-246775 NUMERIWAVES, the Grants PI2010-04 and BERC 2014-2017 of the Basque Government, the Grant FA9550-14-1-0214 of the EOARD-AFOSR, Grants MTM2011- 29306 and SEV-2013-0323 of the MINECO (Spain) and by the ANR-11-LABX- 0040-CIMI within the program ANR-11-IDEX-0002-02 of the CIMI (Centre International de Mathématiques et d’Informatique de Toulouse) Excellence program. This work was finalized while Enrique Zuazua was visiting CIMI.

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Ervedoza, S., Zuazua, E. Transmutation techniques and observability for time-discrete approximation schemes of conservative systems. Numer. Math. 130, 425–466 (2015). https://doi.org/10.1007/s00211-014-0668-3

Download citation

  • Received:

  • Revised:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s00211-014-0668-3

Mathematics Subject Classification

Navigation